This is quite a vague explanation of your problem but as XeVon said: make sure you've got your console set as the default console.

If it's already set as the default console and yet nothing opens, try this: remove the default console from Xbox 360 Neighborhood and add it once again as the default console. It happened to me once or twice; the indicator that your RGH is NOT connected to X360 Neighborhood is when an "?" icon appears on the top right corner of the default console symbol.

If that's not it, as Chat asked, are you receiving an error message? Which message is it? Take screenshots of what you see on your computer and upload them to here.